+2,700.2%
TFC vs AME
+18,709.1%
-16,008.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | +2.4% | +0.6% | +1.8% | +2.1% |
| 30D | -1.3% | -6.7% | +5.4% | +1.7% |
| 3M | +6.1% | +4.1% | +2.0% | +3.8% |
| 6M | +7.3% | +1.6% | +5.8% | +6.1% |
| YTD | +8.2% | +16.1% | -7.9% | +0.7% |
| 1Y | +14.4% | +27.3% | -12.9% | +2.0% |
| 3Y | +93.7% | +50.9% | +42.9% | +59.9% |
| 5Y | +16.4% | +81.4% | -65.0% | -11.2% |
| 10Y | +101.6% | +417.0% | -315.4% | +4.9% |
| All | +2,700.2% | +18,709.1% | -16,008.9% | +603.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling